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UniCredit Call 10 VAR1 18.12.2024/  DE000HC4MZX4  /

EUWAX
2024-05-06  9:45:32 AM Chg.+0.010 Bid12:27:35 PM Ask12:27:35 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.330
Bid Size: 100,000		 0.340
Ask Size: 100,000		 VARTA AG O.N. 10.00 EUR 2024-12-18 Call
 

Master data

WKN: HC4MZX
Issuer: UniCredit
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 2024-12-18
Issue date: 2023-03-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.01
Implied volatility: 0.89
Historic volatility: 0.58
Parity: 0.01
Time value: 0.28
Break-even: 12.90
Moneyness: 1.01
Premium: 0.27
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.66
Theta: -0.01
Omega: 2.29
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -41.67%
3 Months
  -58.82%
YTD
  -73.58%
1 Year
  -75.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.520 0.160
6M High / 6M Low: 1.340 0.160
High (YTD): 2024-01-02 0.990
Low (YTD): 2024-04-19 0.160
52W High: 2023-11-15 1.340
52W Low: 2024-04-19 0.160
Avg. price 1W:   0.245
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   1,643.263
Avg. price 6M:   0.739
Avg. volume 6M:   259.403
Avg. price 1Y:   0.826
Avg. volume 1Y:   131.480
Volatility 1M:   225.49%
Volatility 6M:   110.44%
Volatility 1Y:   102.83%
Volatility 3Y:   -